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HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING - MaRDI portal

HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (Q4909144)

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scientific article; zbMATH DE number 6143527
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English
HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
scientific article; zbMATH DE number 6143527

    Statements

    title
    HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING (English)
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    author
    Arturo Leccadito
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    Pietro Toscano
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    Radu S. Tunaru
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    publication date
    12 March 2013
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    zbMATH Keywords
    option pricing
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    binomial trees
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    Hermite expansion
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    skewness and kurtosis
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    Identifiers

    zbMATH DE Number
    6143527
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    OpenAlex ID
    W2083178482
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